second-order duality for continuous programming containing support functions二阶二元连续包含支持函数编程.pdf

Applied Mathematics, 2010, 1, 534-541 doi:10.4236/am.2010.16071 Published Online December 2010 (http://www.SciRP.org/journal/am) Second-Order Duality for Continuous Programming Containing Support Functions 1 2 Iqbal Husain , Mashoob Masoodi 1 Department of Mathematics, Jaypee University of Technology, Guna, (M.P), India 2Department of Statistics, University of Kashmir, Hazratbal Srinagar, Kashmir, India E-mail : ihusain 11@, masoodisaba@ Received June 25, 2010; revised November 4, 2010; accepted November 9, 2010 Abstract A second-order dual problem is formulated for a class of continuous programming problem in which both objective and constrained functions contain support functions, hence it is nondifferentiable. Under second- order invexity and second-order pseudoinvexity, weak, strong and converse duality theorems are established for this pair of dual problems. Special cases are deduced and a pair of dual continuous problems with natural boundary values is constructed. A close relationship between duality results of our problems and those of the corresponding (static) nonlinear programming problem with support functions is briefly outlined. Keywords: Continuous Programming, Second-Order Invexity, Second-Order Pseudoinvexity, Second-Order Duality, Nonlinear Programming, Support Functions, Natural Boundary Values 1. Introduction have studied Wolfe type duality for a class of nondiffe- rentiable continuous programming problem and estab- Second-order duality in mathematical programm